README.md

In mjaser/gofellcp: Goodness-of-fit Tests for Elliptical Copulas

gofellcp

(gof ⋅ ell ⋅ c ⋅ p)

The R package gofellcp provides a collection of functions, which implement the tests proposed in

• Jaser, M., Min, A.: On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity. Computational Statistics , 2020.

• Jaser, M., Haug, S., Min, A.: A simple non-parametric goodness-of-fit test for elliptical copulas. Dependence Modeling (5), 2017.

Installation

You can install the package from GitHub

# install.packages("remotes")
remotes::install_github("mjaser/gofellcp")

mjaser/gofellcp documentation built on March 31, 2021, 3:32 a.m.